Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/27837
標題: 台灣地區金融控股公司子銀行與一般商業銀行 經營績效分析─隨機邊界利潤函數之應用
An Analysis of Porfit Efficiency on Financial Holding Subsidiary Banks and Commercial Banks in Taiwan -An Application for Stochastic Frontier Profit Function
作者: 姚富元
Yao, Fu-Yuan
關鍵字: Stochastic Frontier Approach;隨機邊界法;Profit Efficiency;Financial Holding Subsidiary Banks;利潤效率;金控子銀行
出版社: 應用經濟學系所
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摘要: 
本論文以國內13家金控子銀行與22家一般商業銀行為樣本銀行,樣本期間自2002至2005年,採用多元產出超越對數利潤函數模型,包含買匯貼現及放款餘額與其他生利資產二個產出變數與勞動價格、資金價格與資本價格三個投入變數,以最小平方法估計樣本資料的利潤效率值。研究結果發現:
一、樣本銀行利潤效率平均值在樣本期間,呈現上升的趨勢,表示金融機構的利潤效率有改善的現象。
二、金控子銀行各年度的利潤效率平均值均較一般商業銀行為高,可見加入金融控股公司確可提高利潤效率。然而一般商業銀行有表現特別優異者,金控子銀行中亦有表現相對較差者。
三、利潤效率預測值與資本適足率呈現正向但不顯著的關係,即資本適足率提高有助於利潤效率的達成;與逾期比率具有負向且顯著的關係,即逾期放款比率越高,利潤效率表現越不理想;而與是否加入金融控股公司具有負向但不顯著的關係,亦即加入金控行列並不一定能提升金融機構利潤效率。

The main purpose of this study is to estimate the profit efficiency for both the financial holding banks and commercial banks. To do so, a multi-product translog profit function is applied to estimates the profit efficiencies of Taiwan's banks first while the profit efficiency for each bank is estimated later. The sample includes 13 financial holding subsidiary banks and 22 commercial banks over the period of year 2002 to 2005. The major findings of this research are as follow:
1. The mean of profit efficiencies for both the financial holding banks and commercial banks are getting better as the sample period is closed to year 2005.
2. Financial holding subsidiary banks are associated with higher profit efficiencies in sample years in average. But some of commercial banks behaved excellent than financial holding subsidiary banks.
3. The relationship between profit efficiencies and capital adequacy ratio is insignificantly positive, thus banks are more efficient in profit with higher capital adequacy ratio; and non-performing loan ratio is significantly negative, revealing that banks are less profit efficient when associated with a higher bad loan. There is insignificantly evidence that join in financial holding company as a subsidiary bank seems not to be raise the profit efficiency.
URI: http://hdl.handle.net/11455/27837
其他識別: U0005-1607200710310900
Appears in Collections:應用經濟學系

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